This is a preview. Log in through your library . Abstract This paper investigates the problem of maximizing expected terminal utility in a discrete-time financial market model with a finite horizon ...

This is a preview. Log in through your library . Abstract This paper presents an algorithm, based on the simplex routine, that provides a way to solve a problem in which the objective function is not ...

In linear programming, the objective function is the function that it is desired to maximize or minimize. The human interaction equivalent is what matters most. Agreement on that, and on the steps to ...